Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.330987 0.362103 0.396066 0.436108 0.482313 0.534304 0.597728
2025-06-01 0.291555 0.331462 0.377598 0.435551 0.507384 0.594855 0.711615
2025-06-08 0.271414 0.317995 0.374369 0.448984 0.547328 0.675865 0.862674
2025-06-15 0.252209 0.302441 0.365452 0.452442 0.573101 0.740754 1.003949
2025-06-22 0.234545 0.286497 0.353569 0.449423 0.588234 0.791680 1.134301
2025-06-29 0.220035 0.273019 0.343132 0.446408 0.601847 0.841137 1.272182
2025-07-06 0.204262 0.256443 0.326794 0.432852 0.597367 0.860816 1.362693
2025-07-13 0.197106 0.250903 0.325050 0.439997 0.625016 0.936351 1.574348
2025-07-20 0.190404 0.245395 0.322716 0.445691 0.650607 1.012266 1.809691
2025-07-27 0.182170 0.237109 0.315600 0.443058 0.661606 1.063216 2.007686
2025-08-03 0.175966 0.231308 0.311660 0.444938 0.680353 1.131908 2.272137
2025-08-10 0.166131 0.219648 0.298089 0.429850 0.666781 1.133367 2.365941
2025-08-17 0.156338 0.207799 0.283887 0.413194 0.649626 1.126988 2.444557
2025-08-24 0.151359 0.202868 0.280084 0.413776 0.664910 1.193203 2.764311
2025-08-31 0.149518 0.202519 0.283368 0.426730 0.705671 1.325606 3.373479
2025-09-07 0.145783 0.199050 0.281399 0.430154 0.727749 1.419349 3.919607
2025-09-14 0.141093 0.193861 0.276305 0.427440 0.736652 1.482202 4.396069
2025-09-21 0.136726 0.188972 0.271414 0.424675 0.745063 1.545956 4.936482
2025-09-28 0.130812 0.181397 0.261666 0.412077 0.730405 1.543028 5.152910
2025-10-05 0.128773 0.179895 0.262036 0.418734 0.759827 1.674114 6.240933
2025-10-12 0.126603 0.178073 0.261737 0.424034 0.786878 1.806876 7.564495
2025-10-19 0.123254 0.174197 0.257686 0.421586 0.795145 1.882833 8.641177
2025-10-26 0.120778 0.171645 0.255805 0.423336 0.813957 2.000559 10.338637